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5. Consider the five funds shown below: (12 Points) Fund 4.0 2.5 1.2 0.9* 0.9 1.2 0.9 0.8 1.3 0.90 0.95 0.90 0.89 0.90 Significant
5. Consider the five funds shown below: (12 Points) Fund 4.0 2.5 1.2 0.9* 0.9 1.2 0.9 0.8 1.3 0.90 0.95 0.90 0.89 0.90 Significant at the 5 percent level Note: Calculate what is required and indicate if information is not sufficient. Table shows mismatched column. First column is Fund & last column is R square a. Which fund's returns are best explained by the market's returns? b. Which fund had the largest total risk? c. Which fund had the lowest market risk? And the highest market risk? d. Which fund(s), according to Jensen's alpha, outperformed the market
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